I'm in love with this mechanic. A lasso loop is such a clever take on this theme and I think the way you implemented it was well-tuned and satisfying. Getting to yoink these bandits around the screen is simply a lot of fun. The art style is nice, and the SFX work well. I think there should be a bit of a "punishment" for when you miss a lasso. Having to reel it back in or something. As other players have suggested, I think having a more clear lose condition would help as well.
But this is super cool. Nice work!